# A simple method for generating gamma variables

```@article{Marsaglia2000ASM,
title={A simple method for generating gamma variables},
author={George Marsaglia and Wai Wan Tsang},
journal={ACM Trans. Math. Softw.},
year={2000},
volume={26},
pages={363-372}
}```
• Published 1 September 2000
• Mathematics, Computer Science
• ACM Trans. Math. Softw.
We offer a procedure for generating a gamma variate as the cube of a suitably scaled normal variate. It is fast and simple, assuming one has a fast way to generate normal variables. In brief: generate a normal variate <italic>x</italic> and a uniform variate <italic>U</italic> until In (<italic>U</italic>)<0.5<italic>x</italic><supscrpt>2</supscrpt> + <italic>d</italic> - <italic>dv</italic> + <italic>d</italic>ln(italic>v</italic>), then return <italic>dv</italic>. Here, the gamma parameter is… Expand
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